Total Return Swap Calculator

Calculate total return swap payments, financing costs, and analyze synthetic exposure to underlying assets.

Total Return Swap Details

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years

Net Payment (1 Year)

$600,000

You receive

Total Return Leg
$1.20M
Financing Leg
$600,000

Return Breakdown

Price Return$1,000,000 (10.0%)
Dividend/Income$200,000 (2.0%)
Total Return$1.20M
Financing Cost-$600,000

Performance Scenarios

Bull (+20%)$1.40M
Moderate (+10%)$400,000
Flat (0%)-$600,000
Bear (-10%)$-1.60M
Crash (-30%)$-3.60M

Key Metrics

Breakeven Return6.00%
Monthly Financing Cost$50,000
Max Loss (at zero)$10.00M